hex.glm

Class LSMSolver.ADMMSolver

java.lang.Object

water.Iced

hex.glm.LSMSolver

hex.glm.LSMSolver.ADMMSolver

All Implemented Interfaces:

java.lang.Cloneable, Freezable

Enclosing class:

LSMSolver

public static final class LSMSolver.ADMMSolver
extends LSMSolver

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	LSMSolver.ADMMSolver.NonSPDMatrixException
class	LSMSolver.ADMMSolver.ParallelSolver

Nested classes/interfaces inherited from class hex.glm.LSMSolver

LSMSolver.ADMMSolver, LSMSolver.LSMSolverException, LSMSolver.LSMSolverType

Field Summary

Fields

Modifier and Type	Field and Description
double	_addedL2
double	_gradientEps
double[]	_lb
double[]	_proximalPenalties
double[]	_ub
double[]	_wgiven
long	decompTime
static double	DEFAULT_ALPHA
double	gerr
int	iterations

Fields inherited from class hex.glm.LSMSolver

_converged, _id, _jobKey

Constructor Summary

Constructors

Constructor and Description
LSMSolver.ADMMSolver(double lmax, double lambda, double alpha, double gradEps)
LSMSolver.ADMMSolver(double lmax, double lambda, double alpha, double gradEps, double addedL2)

Method Summary

Methods

Modifier and Type	Method and Description
java.lang.String	name()
boolean	normalize()
LSMSolver.ADMMSolver.ParallelSolver	parSolver(Gram gram, double[] xy, double[] res, double rho, int iBlock, int rBlock)
boolean	solve(Gram gram, double[] xy, double yy, double[] z)
boolean	solve(Gram gram, double[] xy, double yy, double[] z, double rho)
dontweave.gson.JsonObject	toJson()

Methods inherited from class hex.glm.LSMSolver

converged, grad, lsm_objectiveVal, objectiveVal, shrinkage, subgrad

Methods inherited from class water.Iced

clone, frozenType, init, newInstance, read, toDocField, write, writeJSON, writeJSONFields

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT_ALPHA

public static final double DEFAULT_ALPHA

See Also:

Constant Field Values

_wgiven

public double[] _wgiven

_lb

public double[] _lb

_ub

public double[] _ub

_proximalPenalties

public double[] _proximalPenalties

_gradientEps

public final double _gradientEps

gerr

public double gerr

iterations

public int iterations

decompTime

public long decompTime

_addedL2

public double _addedL2

Constructor Detail

LSMSolver.ADMMSolver

public LSMSolver.ADMMSolver(double lmax,
                    double lambda,
                    double alpha,
                    double gradEps)

LSMSolver.ADMMSolver

public LSMSolver.ADMMSolver(double lmax,
                    double lambda,
                    double alpha,
                    double gradEps,
                    double addedL2)

Method Detail

normalize

public boolean normalize()

toJson

public dontweave.gson.JsonObject toJson()

solve

public boolean solve(Gram gram,
            double[] xy,
            double yy,
            double[] z)

Specified by:

solve in class LSMSolver

xy - - guassian: -X'y binomial: -(1/4)X'(XB + (y-p)/(p*1-p))

yy - - < y,y > /2

z - - resulting vector of coefficients

Returns:

true if converged

parSolver

public LSMSolver.ADMMSolver.ParallelSolver parSolver(Gram gram,
                                            double[] xy,
                                            double[] res,
                                            double rho,
                                            int iBlock,
                                            int rBlock)

solve

public boolean solve(Gram gram,
            double[] xy,
            double yy,
            double[] z,
            double rho)

name

public java.lang.String name()

Specified by:

name in class LSMSolver